Recently, Rycik and Rosler (2009) declared, “Historical fiction is back!” and offered a rationale for using it, a list of titles, and suggestions for pairing it with nonfiction (p. 163). Allison Baer did something similar in her article "Pairing Books for Learning."
Ballad by Shannon Hitchcock might well belong on the lists in both articles. Students could write their own ballad about their hopes and dreams for the future and read nonfiction books about the 1920s in general, tuberculosis, and determined women like Jacqueline Cochran, Ida B. Wells, Jeannette Rankin, Amelia Earhart, and Bessie Coleman.
Take a look at text sets by Emily Roderique.
Here are a few books to consider pairing with The Ballad of Jessie Pearl :
Note: Talkin' about Bessie is fictionalized.
Baer, A. L. (2012). Pairing books for learning: The union of informational and fiction.
The History Teacher, 45(20), 283-296.
Rycik, M.,and Rosler, B. (2009). The return of historical fiction. Reading Teacher, 63(2), 163-66.